A police source told the Winnipeg Free Press the suspect raised suspicions after he claimed to have found the bodies of Sinclair and Blacksmith. Both bodies were reportedly wrapped in plastic and dumped near inner city garbage bins. Nepinak's body has not been found.

Sinclair was pregnant when she died.

Insp. Rick Guyader told a news conference that Lamb was considered a person of interest in the cases of all three women. But he wasn't questioned about them until his arrest last Thursday when he was taken into custody after a serious sexual assault against a 36-year-old woman.

Police said information came to light from that investigation that led them to Blacksmith.

Police Chief Keith McCaskill acknowledged that people have been speculating for some time about whether there was a serial killer preying on women in Winnipeg, but there hadn't been evidence to tie any cases together until now.

"We never said there was no serial killer. We said we had no evidence to suggest there is one," McCaskill said. "Now we have that evidence."

McCaskill said he stands by the work of investigators and how long it took to interview Lamb.

"I don't know of any errors in this investigation at all," McCaskill said. "Sometimes you get a break in the case and that's what happened here."

Police described Lamb, who is originally from Sarnia, Ont., as well-travelled but dismissed reports that he worked as a truck driver.

They said they are contacting other police agencies across the country to find out whether he can be connected to other unsolved cases of murdered or missing women.

Court documents show Lamb has an extensive criminal history over the last decade. In Manitoba, he has multiple convictions for offences such as robbery, weapons, uttering threats and fraud.

He was most recently charged with sexual assault, sexual interference and procuring the sexual services of someone under the age of 18. The offences date back to Oct. 23, 2011, but he wasn't charged until May. He was released from custody at that time on a promise to appear.

Guyader alleges Lamb met all three victims. He is said to have personally known Nepinak and met Blacksmith and Sinclair on the street. Guyader would not confirm reports that all three were prostitutes.

McCaskill said it doesn't matter what the women did for a living. "They are victims and they should never have been."

Sinclair, 25, was reported missing on Jan. 11, when she hadn't been in touch with family members. Court documents show police believe she was killed Dec. 18.

Her body was found March 31 near a garbage bin in an alley off Notre Dame Avenue. She was originally from the Mathias Colomb Cree Nation of Pukatawagan.

Blacksmith, 18, was from the Cross Lake First Nation. She was last seen last December and was reported missing a month later. At the time, police said they believed she had travelled to Alberta.

Court documents reveal police believe she was killed Jan. 12. Her body was found Thursday by a garbage bin off Simcoe Street.

Police said the bodies of Blacksmith and Sinclair were too badly decomposed to initially determine how they died or if they were sexually assaulted before they were killed.

Nepinak, 31, was last seen Sept. 13 in downtown Winnipeg. At the time, police issued a news release saying they were concerned for her well-being.

McCaskill said investigators are still trying to locate her body but have enough evidence to indicate she is dead. Court documents show police believe she was killed the same day she was last seen.

She was from the Pine Creek First Nation, north of Dauphin, and had two children, said Derek Nepinak, Grand Chief of the Assembly of First Nations. He is a distant cousin from the same reserve.

"Our hearts go out to the families and communities that are feeling the pain right now," Nepinak said.

He commended police on Lamb's arrest, but said there are always concerns about the "pace" of investigations involving missing aboriginal women. He plans to ask the Manitoba government to call a public inquiry into missing and murdered women in the province.

"I think we need to, for everybody's benefit, be prepared to show more information, communicate more effectively with respect to the policing services and the systems and the processes in place to search for our missing people."

Nepinak said a vigil for the three victims was being planned for Tuesday night.